+2,577.1%
TFC vs AME
+18,019.4%
-15,442.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -2.1% |
| 7D | +1.2% | -5.2% | +6.4% | +3.3% |
| 30D | +8.3% | -8.0% | +16.4% | +12.0% |
| 3M | -5.2% | -8.9% | +3.7% | -1.7% |
| 6M | -0.8% | -5.0% | +4.2% | +0.6% |
| YTD | +3.4% | +11.9% | -8.4% | -2.6% |
| 1Y | +17.0% | +16.6% | +0.4% | +8.1% |
| 3Y | +86.2% | +62.5% | +23.7% | +48.0% |
| 5Y | -2.3% | +67.6% | -69.9% | -23.2% |
| 10Y | +93.9% | +450.4% | -356.5% | -1.5% |
| All | +2,577.1% | +18,019.4% | -15,442.3% | +580.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling